-100.0%
VVOS vs VT
+95.9%
-195.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | -0.9% |
| 7D | -9.0% | -0.3% | -8.7% | -8.7% |
| 30D | -27.9% | -1.4% | -26.5% | -26.7% |
| 3M | -76.0% | -1.4% | -74.6% | -75.4% |
| 6M | -85.1% | +5.5% | -90.6% | -86.0% |
| YTD | -94.5% | +12.8% | -107.4% | -95.2% |
| 1Y | -95.3% | +15.4% | -110.7% | -96.0% |
| 3Y | -96.8% | +76.9% | -173.6% | -98.4% |
| 5Y | -99.9% | +60.4% | -160.3% | -99.9% |
| All | -100.0% | +95.9% | -195.9% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling